Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity

Author:

Confortola Fulvia

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference18 articles.

1. BSDEs with polynomial growth generators;Briand;J. Appl. Math. Stoch. Anal.,2000

2. Lp solutions of backward stochastic differential equations;Briand;Stochastic Process. Appl.,2003

3. Dissipative backward stochastic differential equations in infinite dimensions;Confortola;Infin. Dimens. Anal., Quantum Probab. Related Topics,2006

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5. On the Navier–Stokes initial value problem I;Fujita;Arch. Ration. Mech. Anal.,1964

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1. On backward stochastic differential equations in infinite dimensions;Discrete and Continuous Dynamical Systems - Series S;2012-12

2. Backward parabolic Ito equations and the second fundamental inequality;Random Operators and Stochastic Equations;2012-01

3. Invariant measures and a stability theorem for locally Lipschitz stochastic delay equations;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2011-11-01

4. Representation of functionals of Ito processes and their first exit times;Stochastics;2011-01-31

5. Wiener Chaos Solutions for Linear Backward Stochastic Evolution Equations;SIAM Journal on Mathematical Analysis;2011-01

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